The last decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This book synthesizes these recent advances and makes them accessible to first-year graduate students. James Hamilton provides the first adequate text-book treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical …

Devoted to the history of general relativity, this text provides reviews from scholars all over the world. Many of the papers originated at the Third International Conference on the History of General Relativity, held at the University of Pittsburgh in the summer of 1991. Topics covered include: disputes with Einstein; the empirical basis of general …

Explains the basics of pricing along with risk analysis for bonds, shares and exchange rates, illustrating the use of these fundamentals for portfolio management.

Policy makers are showing renewed interest in financial opening. the ultimate goals of such opening are to raise efficiency and growth, but the reform process must be carefully designed to achieve these goals. This study seeks to assist governments and their advisors opting for liberalization of capital movements. It explains why liberalizing capital movements can …

This conference volume on financial opening in developing countries brings together the analyses of central bankers, experts from international organizations, and prominent macro-economists. While the ultimate objective of opening is increased efficiency and growth, the reform process must be carefully designed to achieve these results while avoiding the risks of financial fragility and overvalued currencies. …